Some administration and debugging modules for Drupal attach their statistics to the end of Drupal rendered pages using PHP's register_shutdown_function function facility. This is great to ensure the output is always available, no matter how badly built the theme being used is.
Examples of modules adding their stats to the footer include the superb Devel package which allows outputting statistics on your database queries (or "Gunk" as its called in the source code), and the Memcache Admin UI module which provides information about the memcache bin usage.
